Italy
Over 2020 to 2025 (6 years of data), RECITEUR has tended to move long between 12.10 and 15.10, closing higher in 100.0% of those years for an average +2.41% move and an annualized Sharpe of 12.90.
Best window
12.10 - 15.10
Direction
Long
Win rate
100.0%
Avg return
+2.41%
Sample
4 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 12.10 → 15.10 | Long | 100.0% | +2.41% | 12.90 | 4 |
| 12.10 → 16.10 | Long | 100.0% | +2.08% | 10.55 | 5 |
| 12.10 → 14.11 | Long | 80.0% |
| +6.31% |
| 2.40 |
| 5 |
| 10.10 → 14.11 | Long | 80.0% | +6.29% | 2.30 | 5 |
| 11.10 → 14.11 | Long | 80.0% | +6.18% | 2.53 | 5 |
| 11.10 → 11.11 | Long | 80.0% | +5.70% | 2.38 | 5 |
| 08.10 → 12.11 | Long | 80.0% | +5.48% | 1.88 | 5 |
| 12.10 → 17.10 | Long | 80.0% | +2.26% | 8.90 | 5 |